{"id":62289,"date":"2018-02-13T00:35:33","date_gmt":"2018-02-13T05:35:33","guid":{"rendered":"http:\/\/www.hedgeco.net\/news\/?p=62289"},"modified":"2018-02-14T23:58:24","modified_gmt":"2018-02-15T04:58:24","slug":"allocators-push-back-on-risk-parity-criticisms-fund-size-at-cais","status":"publish","type":"post","link":"https:\/\/hedgeco.net\/news\/02\/2018\/allocators-push-back-on-risk-parity-criticisms-fund-size-at-cais.html","title":{"rendered":"Allocators push back on risk parity criticisms, fund size at CAIS"},"content":{"rendered":"<p>\n(Opalesque) Market commentators have been quick to blame &#8220;the machines&#8221; as a reason for the market&#8217;s recent sell-off, prompting a harsh rebuttal from AQR&#8217;s Cliff Asness earlier this week. Where Asness and others were effectively defending their books as much as quants can, today they got support from some of the world&#8217;s biggest allocators at the Cayman Alternative Investment Summit. And, their thoughts could be good news for emerging managers.<\/p>\n<p>&#8220;I don&#8217;t think risk parity is a big enough part of the market to move the market in this way. We are invested in these managers &#8211; when I left the office this week we had $95.7billion. I checked the P&#038;L this morning and we still have $95.7 billion,&#8221; Alberta Investment Management Corporation&#8217;s Eric Pedde said from the stage during the allocators panel.<\/p>\n<p><a href=\"http:\/\/www.opalesque.com\/667554\/Allocators_push_back_on_risk_parity_criticisms_fund755.html\">To read this article:<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>(Opalesque) Market commentators have been quick to blame &#8220;the machines&#8221; as a reason for the market&#8217;s recent sell-off, prompting a harsh rebuttal from AQR&#8217;s Cliff Asness earlier this week. Where Asness and others were effectively defending their books as much [&hellip;]<\/p>\n","protected":false},"author":4,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[],"class_list":["post-62289","post","type-post","status-publish","format-standard","hentry","category-syndicated"],"_links":{"self":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/62289","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/comments?post=62289"}],"version-history":[{"count":1,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/62289\/revisions"}],"predecessor-version":[{"id":62290,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/62289\/revisions\/62290"}],"wp:attachment":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/media?parent=62289"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/categories?post=62289"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/tags?post=62289"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}